Wrong OI Data from Websocket #186
Description
We are actually stuck at something, hoping if someone can help.
We were trying to get oi data for index through websocket. we have subscribed for the instruments on websocket but we are receiving wrong OI data.
Following is the same OI data which we are able to get from websocket data -> which is obviously wrong as the generally OI for Nifty is in Crores. but here it is between 0 to 1 lakhs.
INFO: 2023-11-16 10:16:21,081: on_ticks(): ******
INFO: 2023-11-16 10:16:21,678: on_ticks(): NIFTY: 2:19800.0CE :16550,19800.0 NIFTY: -1:19650.0CE :0,19650.0 PE: 0 PCR ratio : 0
NIFTY: 1:19750.0CE :50,19750.0 PE: 250 PCR ratio : 5.0
NIFTY: -2:19600.0CE :12650,19600.0 PE: 31100 PCR ratio : 2.46
NIFTY: 0:19700.0CE :16950,19700.0 PE: 27200 PCR ratio : 1.6
INFO: 2023-11-16 10:16:21,679: on_ticks(): *************
INFO: 2023-11-16 10:16:22,289: on_ticks(): NIFTY: 1:19750.0CE :50, 19750.0 PE: NIFTY: -2:19600.0CE :12650,19600.0 PE: 31100 PCR ratio : 2.46
NIFTY: 0:19700.0CE :16950, 19700.0 PE: 27200 PCR ratio : 1.6
NIFTY: -1:19650.0CE :0,19650.0 PE: 0 PCR ratio : 0
NIFTY: 2:19800.0CE :16550,19800.0 PE: 12700 PCR ratio : 0.77
INFO: 2023-11-16 10:16:22, 289: on_ticks(): *********
INFO: 2023-11-16 10:16:22,863: on_ticks(): NIFTY: -2:19600.0CE :12650, 19600.0
NIFTY: 1:19750.0CE :50, 19750.0 PE: 250 PCR ratio : 5.0
NIFTY: 0:19700.0CE :16950, 19700.0 PE: 27200 PCR ratio : 1.6
NIFTY: -1:19650.OCE :0,19650.0 PE: 0 PCR ratio : 0
NIFTY: 2:19800.0CE :16550,19800.0 PE: 12700 PCR ratio : 0.77
INFO: 2023-11-16 10:16:22,863: on_ticks(): ***********
INFO: 2023-11-16 10:16:23,439: on_ticks(): NIFTY: 0:19700.0CE :16950,19700.0
NIFTY: -1:19650.0CE :0,19650.0 PE: 0 PCR ratio : 0
NIFTY: 1:19750.0CE :50, 19750.0 PE: 250 PCR ratio : 5.0
NIFTY: 2:19800.0CE :16550,19800.0 PE: 12700 PCR ratio : 0.77
NIFTY: -2:19600.0CE :12650,19600.0 PE: 31100 PCR ratio : 2.46
INFO: 2023-11-16 10:16:23,439: on_ticks(): *********
INFO: 2023-11-16 10:16:24,022: on_ticks(): NIFTY: 2:19800.0CE :16550,19800.0
NIFTY: -1:19650.0CE :0,19650.0 PE: 0 PCR ratio : 0
NIFTY: 1:19750.OCE :50, 19750.0 PE: 250 PCR ratio : 5.0
NIFTY: -2:19600.0CE :12650,19600.0 PE: 31100 PCR ratio : 2.46
NIFTY: 0:19700.0CE :16950, 19700.0 PE: 27200 PCR ratio : 1.6
We have also tried getting same instrument data from Api and this data seems reliable and right. Wanted to understand what we are doing wrong in deriving OI from websocket. How can we get the right OI data from websocket?
Spot price for NIFTY is 19844.95
NIFTY: 2:19950CE :15836450,19950 PE: 637750 PCR ratio : 0.04
NIFTY: 1:19900CE :39617300,19900 PE: 6903300 PCR ratio : 0.17
NIFTY: 0:19850CE :23106050,19850 PE: 30953200 PCR ratio : 1.34
NIFTY: -1:19800CE :18923450,19800 PE: 38677450 PCR ratio : 2.04
NIFTY: -2:19750CE :10311750,19750 PE: 17246300 PCR ratio : 1.67
Spot price for NIFTY is 19846.95
NIFTY: 2:19950CE :15836450,19950 PE: 637750 PCR ratio : 0.04
NIFTY: 1:19900CE :39617300,19900 PE: 6903300 PCR ratio : 0.17
NIFTY: 0:19850CE :23106050,19850 PE: 30953200 PCR ratio : 1.34
NIFTY: -1:19800CE :18923450,19800 PE: 38677450 PCR ratio : 2.04
NIFTY: -2:19750CE :10311750,19750 PE: 17246300 PCR ratio : 1.67
Spot price for NIFTY is 19846.3
NIFTY: 2:19950CE :15836450,19950 PE: 637750 PCR ratio : 0.04
NIFTY: 1:19900CE :39617300,19900 PE: 6903300 PCR ratio : 0.17
NIFTY: 0:19850CE :23106050,19850 PE: 30953200 PCR ratio : 1.34
NIFTY: -1:19800CE :18923450,19800 PE: 38677450 PCR ratio : 2.04
NIFTY: -2:19750CE :10311750,19750 PE: 17246300 PCR ratio : 1.67
Spot price for NIFTY is 19845.8
NIFTY: 2:19950CE :15836450,19950 PE: 637750 PCR ratio : 0.04
NIFTY: 1:19900CE :39617300,19900 PE: 6903300 PCR ratio : 0.17
NIFTY: 0:19850CE :23106050,19850 PE: 30953200 PCR ratio : 1.34
NIFTY: -1:19800CE :18923450,19800 PE: 38677450 PCR ratio : 2.04
NIFTY: -2:19750CE :10311750,19750 PE: 17246300 PCR ratio : 1.67
Spot price for NIFTY is 19845.8
NIFTY: 2:19950CE :15836450,19950 PE: 637750 PCR ratio : 0.04
NIFTY: 1:19900CE :39617300,19900 PE: 6903300 PCR ratio : 0.17
NIFTY: 0:19850CE :23106050,19850 PE: 30953200 PCR ratio : 1.34
NIFTY: -1:19800CE :18923450,19800 PE: 38677450 PCR ratio : 2.04
NIFTY: -2:19750CE :10311750,19750 PE: 17246300 PCR ratio : 1.67